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SiriusPoint Ltd. SPNT

i

Market dataready · fetched 2026-11-12T01:38:45.371Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003689779Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:38:44.827052+00:00

Share price$27.05
1D-1.6%
AH$26.73$26.94$27.14$27.35$27.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPNT
Sold putSold callAH

SiriusPoint Ltd. options

Live interpolated SPNT call and put midpoint premiums by absolute delta.SiriusPoint Ltd.$0.31$0.78$1.25$1.72$2.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESPNT PRICE$0.36$0.50$0.64$0.78$0.92$1.06$1.21$1.35$1.49$1.63$1.77$1.91$2.05$0.41
Puts——
CallsFair0.98×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.4453.1%10.2%24.3086.3%11.7%
25Δ29.1152.7%9.5%
30Δ28.7752.4%8.7%
35Δ28.4452.0%8.0%
40Δ28.1051.7%7.3%
45Δ27.7651.4%6.6%
50Δ27.4351.0%5.8%
55Δ27.0950.7%5.1%
60Δ26.7550.3%4.4%
65Δ26.4250.0%3.7%
70Δ26.0849.7%3.0%
75Δ25.7549.3%2.2%
80Δ25.4149.0%1.5%

20Δ

Calls
Pseudo strike
29.44
IV
53.1%
B/E move
10.2%
Puts
Pseudo strike
24.30
IV
86.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
29.11
IV
52.7%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
28.77
IV
52.4%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.44
IV
52.0%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
28.10
IV
51.7%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
27.76
IV
51.4%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.43
IV
51.0%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
27.09
IV
50.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.75
IV
50.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.42
IV
50.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.08
IV
49.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.75
IV
49.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.41
IV
49.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.04%
Daily EOD
SPNT31.9%34.7%37.4%2026-10-19: 32.29%2026-10-21: 37.04%Oct 19Oct 21
2 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
32.29%
37.04%